require(data.table)
require(lubridate)
require(forecast)
require(skimr)
require(repr)
require(readxl)
require(ggplot2)
Zorunlu paket yükleniyor: data.table
Zorunlu paket yükleniyor: lubridate
Attaching package: ‘lubridate’
The following objects are masked from ‘package:data.table’:
hour, isoweek, mday, minute, month, quarter, second, wday, week,
yday, year
The following objects are masked from ‘package:base’:
date, intersect, setdiff, union
Zorunlu paket yükleniyor: forecast
Registered S3 method overwritten by 'quantmod':
method from
as.zoo.data.frame zoo
Zorunlu paket yükleniyor: skimr
Zorunlu paket yükleniyor: repr
Zorunlu paket yükleniyor: readxl
Zorunlu paket yükleniyor: ggplot2
house_index_data <- read_excel("Desktop/360R/house_price_index.xlsx")
house_index_data <- house_index_data[31:152, ]
house_index_data <- house_index_data[,-3]
colnames(house_index_data) <- c("Date", "House Price Index")
house_index_data$Date <- as.Date(paste(house_index_data$Date, "-01", sep = ""))
house_index_data$"House Price Index" <- as.numeric(house_index_data$"House Price Index")
initial_time <- c(year(min(house_index_data$Date)), month(min(house_index_data$Date)))
house_index_ts <- ts(house_index_data$"House Price Index", start = initial_time, frequency = 12)
house_index_ts
New names:
• `` -> `...3`
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | 64.1 | 64.8 | 65.7 | 66.8 | 67.5 | 68.2 | 69.3 | 70.2 | 70.9 | 71.5 | 72.4 | 73.1 |
| 2015 | 74.2 | 75.4 | 76.6 | 77.7 | 78.9 | 79.9 | 80.6 | 81.1 | 81.7 | 82.7 | 83.7 | 84.5 |
| 2016 | 85.7 | 86.6 | 87.5 | 88.6 | 89.7 | 90.5 | 91.3 | 92.3 | 92.8 | 93.5 | 94.0 | 94.8 |
| 2017 | 95.5 | 96.7 | 97.9 | 98.7 | 99.8 | 100.3 | 100.5 | 100.8 | 101.4 | 102.2 | 102.8 | 103.4 |
| 2018 | 104.1 | 104.8 | 105.7 | 107.1 | 108.6 | 109.1 | 109.3 | 108.7 | 107.8 | 108.5 | 109.2 | 108.0 |
| 2019 | 107.6 | 108.6 | 109.0 | 109.3 | 110.2 | 111.0 | 112.4 | 114.4 | 115.2 | 116.0 | 117.1 | 118.8 |
| 2020 | 120.9 | 123.7 | 125.4 | 127.5 | 135.9 | 139.5 | 141.4 | 144.4 | 146.7 | 149.9 | 152.2 | 154.9 |
| 2021 | 157.7 | 161.7 | 165.5 | 168.8 | 175.4 | 180.3 | 185.4 | 192.7 | 198.9 | 210.2 | 229.2 | 247.4 |
| 2022 | 279.9 | 318.0 | 347.7 | 383.0 | 431.1 | 470.0 | 507.8 | 548.2 | 575.0 | 605.8 | 629.2 | 662.7 |
| 2023 | 708.5 | 768.1 | 809.6 | 847.4 | 878.0 | 921.0 | 988.7 | 1043.1 | 1087.9 | 1129.5 | 1150.0 | 1163.3 |
| 2024 | 1190.0 | 1213.0 |
M1_data <- read_excel("Desktop/360R/M1.xlsx")
M1_data <- M1_data[29:150, ]
M1_data <- M1_data[,-3]
colnames(M1_data) <- c("Date", "M1")
M1_data$Date <- as.Date(paste(M1_data$Date, "-01", sep = ""))
M1_data$"M1" <- as.numeric(M1_data$"M1")
initial_time <- c(year(min(M1_data$Date)), month(min(M1_data$Date)))
M1_ts <- ts(M1_data$"M1", start = initial_time, frequency = 12)
M1_ts
New names:
• `` -> `...3`
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | 222778962 | 221554826 | 229538298 | 225530537 | 224382058 | 238150238 | 247677613 | 241878967 | 249785641 | 247424552 | 245494451 | 251991723 |
| 2015 | 251419161 | 256672749 | 261935572 | 273990507 | 280246416 | 285907662 | 294157799 | 302536632 | 322378630 | 308090197 | 307160179 | 312005973 |
| 2016 | 307780794 | 312767158 | 315704986 | 322480264 | 325211114 | 336562968 | 344856750 | 343756071 | 347747515 | 348794511 | 359751417 | 382351496 |
| 2017 | 376732225 | 377212027 | 401173247 | 419127390 | 411475365 | 421573145 | 419416200 | 433232693 | 434181238 | 429971761 | 437243382 | 449631796 |
| 2018 | 428232624 | 433707515 | 451583613 | 463082040 | 496312574 | 513594608 | 509485823 | 588067823 | 559184535 | 523005315 | 488062659 | 512524057 |
| 2019 | 505911428 | 517326639 | 569489652 | 567678259 | 612272035 | 608264637 | 602826683 | 641486805 | 655504373 | 666800207 | 677077915 | 712832597 |
| 2020 | 736761246 | 787440698 | 847047260 | 1004180564 | 1049003890 | 1101587027 | 1195463719 | 1212171623 | 1230939243 | 1274992753 | 1256046133 | 1219863695 |
| 2021 | 1196836433 | 1174517579 | 1221726118 | 1274480359 | 1339713644 | 1375019253 | 1414025729 | 1413801938 | 1461023866 | 1566529670 | 1873167065 | 2097220269 |
| 2022 | 2117864069 | 2184427231 | 2307772436 | 2382053021 | 2539199585 | 2662097003 | 2739907121 | 2775476404 | 2857946610 | 2950589658 | 2987390833 | 3131103033 |
| 2023 | 3173757166 | 3250031541 | 3469728070 | 3672319062 | 3523242342 | 4180536954 | 4390129243 | 4545752925 | 4492359898 | 4565790908 | 4631462146 | 4757514054 |
| 2024 | 4837221517 | 5049627766 |
unemployment_rate_data <- read_excel("Desktop/360R/unemployment_rate.xlsx")
unemployment_rate_data <- unemployment_rate_data[1:122, ]
unemployment_rate_data <- unemployment_rate_data[,-3]
colnames(unemployment_rate_data) <- c("Date", "Rate")
unemployment_rate_data$Date <- as.Date(paste(unemployment_rate_data$Date, "-01", sep = ""))
unemployment_rate_data$"Rate" <- as.numeric(unemployment_rate_data$"Rate")
initial_time <- c(year(min(unemployment_rate_data$Date)), month(min(unemployment_rate_data$Date)))
unemployment_rate_ts <- ts(unemployment_rate_data$"Rate", start = initial_time, frequency = 12)
unemployment_rate_ts
New names:
• `` -> `...3`
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | 10.5 | 10.5 | 9.4 | 8.8 | 8.4 | 9.0 | 9.7 | 10.1 | 10.1 | 10.9 | 10.4 | 10.8 |
| 2015 | 11.9 | 11.7 | 10.4 | 9.6 | 8.9 | 9.6 | 10.0 | 10.0 | 10.3 | 10.5 | 10.2 | 10.9 |
| 2016 | 11.5 | 11.0 | 10.1 | 9.1 | 9.0 | 10.1 | 11.0 | 11.0 | 11.8 | 11.9 | 11.6 | 12.8 |
| 2017 | 13.5 | 12.9 | 11.7 | 10.5 | 9.7 | 10.4 | 10.6 | 10.6 | 10.4 | 10.5 | 10.0 | 10.3 |
| 2018 | 11.0 | 10.8 | 9.8 | 9.3 | 9.4 | 10.2 | 10.7 | 11.1 | 11.4 | 11.7 | 12.0 | 13.3 |
| 2019 | 15.1 | 15.0 | 13.9 | 12.9 | 12.5 | 13.4 | 14.1 | 14.2 | 14.0 | 13.3 | 12.9 | 13.6 |
| 2020 | 14.1 | 13.5 | 13.0 | 12.8 | 12.6 | 13.0 | 14.6 | 13.0 | 12.4 | 12.8 | 12.9 | 13.0 |
| 2021 | 13.4 | 14.1 | 13.1 | 12.9 | 12.4 | 10.4 | 12.1 | 12.0 | 11.1 | 10.7 | 10.9 | 11.3 |
| 2022 | 12.1 | 11.4 | 11.4 | 10.6 | 10.1 | 9.7 | 10.6 | 9.8 | 9.9 | 9.9 | 9.9 | 10.4 |
| 2023 | 10.3 | 10.7 | 10.2 | 10.0 | 8.8 | 9.0 | 9.7 | 9.2 | 8.9 | 8.2 | 8.8 | 8.9 |
| 2024 | 9.8 | 9.7 |
Needed data manipulation for independent variables:
satılık_ev_data = fread("Desktop/360R/satılık_ev.csv")
colnames(satılık_ev_data) <- c("Date", "Amount")
satılık_ev_data$Date <- as.Date(paste(satılık_ev_data$Date, "-01", sep = ""))
satılık_ev_data <- satılık_ev_data[satılık_ev_data$Date >= as.Date("2014-01-01") & satılık_ev_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(satılık_ev_data$Date)), month(min(satılık_ev_data$Date)))
satılık_ev_ts <- ts(satılık_ev_data$Amount, start = initial_time, frequency = 12)
konut_kredisi_data = fread("Desktop/360R/konut_kredisi.csv")
colnames(konut_kredisi_data) <- c("Date", "Amount")
konut_kredisi_data$Date <- as.Date(paste(konut_kredisi_data$Date, "-01", sep = ""))
konut_kredisi_data <- konut_kredisi_data[konut_kredisi_data$Date >= as.Date("2014-01-01") & konut_kredisi_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(konut_kredisi_data$Date)), month(min(konut_kredisi_data$Date)))
konut_kredisi_ts <- ts(konut_kredisi_data$Amount, start = initial_time, frequency = 12)
faiz_data = fread("Desktop/360R/faiz.csv")
colnames(faiz_data) <- c("Date", "Amount")
faiz_data$Date <- as.Date(paste(faiz_data$Date, "-01", sep = ""))
faiz_data <- faiz_data[faiz_data$Date >= as.Date("2014-01-01") & faiz_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(faiz_data$Date)), month(min(faiz_data$Date)))
faiz_ts <- ts(faiz_data$"Amount", start = initial_time, frequency = 12)
enflasyon_data = fread("Desktop/360R/enflasyon.csv")
colnames(enflasyon_data) <- c("Date", "Amount")
enflasyon_data$Date <- as.Date(paste(enflasyon_data$Date, "-01", sep = ""))
enflasyon_data <- enflasyon_data[enflasyon_data$Date >= as.Date("2014-01-01") & enflasyon_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(enflasyon_data$Date)), month(min(enflasyon_data$Date)))
enflasyon_ts <- ts(enflasyon_data$Amount, start = initial_time, frequency = 12)
darphane_data = fread("Desktop/360R/darphane.csv")
colnames(darphane_data) <- c("Date", "Amount")
darphane_data$Date <- as.Date(paste(darphane_data$Date, "-01", sep = ""))
darphane_data <- darphane_data[darphane_data$Date >= as.Date("2014-01-01") & darphane_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(darphane_data$Date)), month(min(darphane_data$Date)))
darphane_ts <- ts(darphane_data$Amount, start = initial_time, frequency = 12)
altın_data = fread("Desktop/360R/altın.csv")
colnames(altın_data) <- c("Date", "Amount")
altın_data$Date <- as.Date(paste(altın_data$Date, "-01", sep = ""))
altın_data <- altın_data[altın_data$Date >= as.Date("2014-01-01") & altın_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(altın_data$Date)), month(min(altın_data$Date)))
altın_ts <- ts(altın_data$Amount, start = initial_time, frequency = 12)
salgın_hastalık_data = fread("Desktop/360R/salgın_hastalık.csv")
colnames(salgın_hastalık_data) <- c("Date", "Amount")
salgın_hastalık_data$Date <- as.Date(paste(salgın_hastalık_data$Date, "-01", sep = ""))
salgın_hastalık_data <- salgın_hastalık_data[salgın_hastalık_data$Date >= as.Date("2014-01-01") & salgın_hastalık_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(salgın_hastalık_data$Date)), month(min(salgın_hastalık_data$Date)))
salgın_hastalık_ts <- ts(salgın_hastalık_data$Amount, start = initial_time, frequency = 12)
işsizlik_sigortası_data = fread("Desktop/360R/işsizlik_sigortası.csv")
colnames(işsizlik_sigortası_data) <- c("Date", "Amount")
işsizlik_sigortası_data$Date <- as.Date(paste(işsizlik_sigortası_data$Date, "-01", sep = ""))
işsizlik_sigortası_data <- işsizlik_sigortası_data[işsizlik_sigortası_data$Date >= as.Date("2014-01-01") & işsizlik_sigortası_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(işsizlik_sigortası_data$Date)), month(min(işsizlik_sigortası_data$Date)))
işsizlik_sigortası_ts <- ts(işsizlik_sigortası_data$Amount, start = initial_time, frequency = 12)
iş_ilanları_data = fread("Desktop/360R/iş_ilanları.csv")
colnames(iş_ilanları_data) <- c("Date", "Amount")
iş_ilanları_data$Date <- as.Date(paste(iş_ilanları_data$Date, "-01", sep = ""))
iş_ilanları_data <- iş_ilanları_data[iş_ilanları_data$Date >= as.Date("2014-01-01") & iş_ilanları_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(iş_ilanları_data$Date)), month(min(iş_ilanları_data$Date)))
iş_ilanları_ts <- ts(iş_ilanları_data$Amount, start = initial_time, frequency = 12)
işsizlik_data = fread("Desktop/360R/işsizlik.csv")
colnames(işsizlik_data) <- c("Date", "Amount")
işsizlik_data$Date <- as.Date(paste(işsizlik_data$Date, "-01", sep = ""))
işsizlik_data <- işsizlik_data[işsizlik_data$Date >= as.Date("2014-01-01") & işsizlik_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(işsizlik_data$Date)), month(min(işsizlik_data$Date)))
işsizlik_ts <- ts(işsizlik_data$Amount, start = initial_time, frequency = 12)
autoplot(satılık_ev_ts)
autoplot(konut_kredisi_ts)
autoplot(faiz_ts)
autoplot(enflasyon_ts)
autoplot(darphane_ts)
autoplot(altın_ts)
autoplot(salgın_hastalık_ts)
autoplot(işsizlik_sigortası_ts)
autoplot(iş_ilanları_ts)
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <b1>”
House Price Index Amount Model:
autoplot(house_index_ts) + ggtitle("House Price Index vs Time") + xlab("Year") + ylab("House Price Index")
ggAcf(house_index_ts, lag.max = 120)
ggAcf(house_index_ts)
df_house_index <- cbind(house_index_data[,-1], satılık_ev_data$Amount, konut_kredisi_data$Amount, faiz_data$Amount)
df_house_index
| House Price Index | satılık_ev_data$Amount | konut_kredisi_data$Amount | faiz_data$Amount |
|---|---|---|---|
| <dbl> | <int> | <int> | <int> |
| 64.1 | 23 | 9 | 19 |
| 64.8 | 23 | 9 | 19 |
| 65.7 | 21 | 7 | 15 |
| 66.8 | 21 | 8 | 17 |
| 67.5 | 22 | 8 | 16 |
| 68.2 | 22 | 8 | 16 |
| 69.3 | 22 | 9 | 15 |
| 70.2 | 26 | 10 | 15 |
| 70.9 | 24 | 10 | 15 |
| 71.5 | 24 | 8 | 13 |
| 72.4 | 25 | 8 | 15 |
| 73.1 | 22 | 8 | 16 |
| 74.2 | 23 | 9 | 17 |
| 75.4 | 29 | 11 | 19 |
| 76.6 | 29 | 10 | 17 |
| 77.7 | 27 | 8 | 15 |
| 78.9 | 25 | 8 | 13 |
| 79.9 | 24 | 8 | 14 |
| 80.6 | 29 | 7 | 13 |
| 81.1 | 31 | 9 | 15 |
| 81.7 | 26 | 8 | 16 |
| 82.7 | 25 | 7 | 14 |
| 83.7 | 27 | 11 | 21 |
| 84.5 | 27 | 9 | 22 |
| 85.7 | 27 | 8 | 17 |
| 86.6 | 31 | 9 | 18 |
| 87.5 | 33 | 9 | 21 |
| 88.6 | 33 | 12 | 23 |
| 89.7 | 32 | 10 | 21 |
| 90.5 | 29 | 10 | 19 |
| ⋮ | ⋮ | ⋮ | ⋮ |
| 198.9 | 45 | 15 | 54 |
| 210.2 | 43 | 21 | 58 |
| 229.2 | 45 | 21 | 75 |
| 247.4 | 47 | 20 | 80 |
| 279.9 | 46 | 16 | 58 |
| 318.0 | 46 | 16 | 47 |
| 347.7 | 49 | 16 | 57 |
| 383.0 | 48 | 15 | 46 |
| 431.1 | 55 | 44 | 70 |
| 470.0 | 50 | 21 | 58 |
| 507.8 | 50 | 16 | 57 |
| 548.2 | 47 | 14 | 52 |
| 575.0 | 40 | 15 | 57 |
| 605.8 | 35 | 12 | 51 |
| 629.2 | 32 | 11 | 54 |
| 662.7 | 35 | 13 | 50 |
| 708.5 | 47 | 57 | 62 |
| 768.1 | 53 | 17 | 46 |
| 809.6 | 43 | 16 | 56 |
| 847.4 | 38 | 14 | 51 |
| 878.0 | 34 | 14 | 54 |
| 921.0 | 37 | 14 | 100 |
| 988.7 | 44 | 17 | 88 |
| 1043.1 | 41 | 17 | 76 |
| 1087.9 | 35 | 17 | 96 |
| 1129.5 | 30 | 14 | 83 |
| 1150.0 | 27 | 11 | 81 |
| 1163.3 | 28 | 10 | 94 |
| 1190.0 | 29 | 12 | 73 |
| 1213.0 | 26 | 13 | 65 |
require(GGally)
ggpairs(df_house_index)
Zorunlu paket yükleniyor: GGally Registered S3 method overwritten by 'GGally': method from +.gg ggplot2 Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
tslm_house_index_1 <- tslm(house_index_ts ~ satılık_ev_ts + konut_kredisi_ts + faiz_ts)
tslm_house_index_2 <- tslm(house_index_ts ~ konut_kredisi_ts + faiz_ts)
tslm_house_index_3 <- tslm(house_index_ts ~ faiz_ts)
summary(tslm_house_index_1)
summary(tslm_house_index_2)
summary(tslm_house_index_3)
Call:
tslm(formula = house_index_ts ~ satılık_ev_ts + konut_kredisi_ts +
faiz_ts)
Residuals:
Min 1Q Median 3Q Max
-564.78 -110.08 10.81 49.84 675.45
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -96.4869 67.6589 -1.426 0.156
satılık_ev_ts 1.4166 2.1740 0.652 0.516
konut_kredisi_ts -8.8782 2.1122 -4.203 5.14e-05 ***
faiz_ts 10.9634 0.9442 11.612 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 206.2 on 118 degrees of freedom
Multiple R-squared: 0.5401, Adjusted R-squared: 0.5284
F-statistic: 46.19 on 3 and 118 DF, p-value: < 2.2e-16
Call:
tslm(formula = house_index_ts ~ konut_kredisi_ts + faiz_ts)
Residuals:
Min 1Q Median 3Q Max
-578.20 -109.87 10.74 47.25 662.13
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -61.5598 41.1878 -1.495 0.138
konut_kredisi_ts -8.0424 1.6741 -4.804 4.58e-06 ***
faiz_ts 11.0305 0.9363 11.781 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 205.7 on 119 degrees of freedom
Multiple R-squared: 0.5384, Adjusted R-squared: 0.5307
F-statistic: 69.4 on 2 and 119 DF, p-value: < 2.2e-16
Call:
tslm(formula = house_index_ts ~ faiz_ts)
Residuals:
Min 1Q Median 3Q Max
-558.21 -127.84 14.37 57.71 739.54
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -122.5224 42.6369 -2.874 0.0048 **
faiz_ts 9.1690 0.9274 9.887 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 223.8 on 120 degrees of freedom
Multiple R-squared: 0.4489, Adjusted R-squared: 0.4443
F-statistic: 97.74 on 1 and 120 DF, p-value: < 2.2e-16
CV_data <- data.frame(rbind(CV(tslm_house_index_1), CV(tslm_house_index_2), CV(tslm_house_index_3)))
CV_data
| CV | AIC | AICc | BIC | AdjR2 |
|---|---|---|---|---|
| <dbl> | <dbl> | <dbl> | <dbl> | <dbl> |
| 46913.56 | 1306.135 | 1306.652 | 1320.155 | 0.5283751 |
| 46204.49 | 1304.573 | 1304.915 | 1315.789 | 0.5306556 |
| 51667.92 | 1324.199 | 1324.402 | 1332.611 | 0.4443005 |
autoplot(house_index_ts, series = "Actual Data") +
autolayer(fitted(tslm_house_index_2), series = "Model Result")
checkresiduals(tslm_house_index_1)
checkresiduals(tslm_house_index_2)
checkresiduals(tslm_house_index_3)
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 97.864, df = 24, p-value = 6.935e-11
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 97.904, df = 24, p-value = 6.826e-11
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 105.46, df = 24, p-value = 3.47e-12
df_house_index[,"Residuals"] <- as.numeric(residuals(tslm_house_index_2))
ggplot(df_house_index, aes(x = fitted(tslm_house_index_2), y = Residuals)) + geom_point()
Don't know how to automatically pick scale for object of type <ts>. Defaulting
to continuous.
Money Supply Model:
autoplot(M1_ts) + ggtitle("Money Supply vs Time") + xlab("Year") + ylab("Money Supply")
ggAcf(M1_ts, lag.max = 120)
ggAcf(M1_ts)
df_M1 <- cbind(M1_data[,-1], faiz_data$Amount, enflasyon_data$Amount, darphane_data$Amount, altın_data$Amount)
df_M1
| M1 | faiz_data$Amount | enflasyon_data$Amount | darphane_data$Amount | altın_data$Amount |
|---|---|---|---|---|
| <dbl> | <int> | <int> | <int> | <int> |
| 222778962 | 19 | 9 | 7 | 12 |
| 221554826 | 19 | 5 | 8 | 10 |
| 229538298 | 15 | 4 | 7 | 9 |
| 225530537 | 17 | 5 | 9 | 8 |
| 224382058 | 16 | 5 | 9 | 7 |
| 238150238 | 16 | 5 | 9 | 8 |
| 247677613 | 15 | 5 | 10 | 7 |
| 241878967 | 15 | 3 | 9 | 7 |
| 249785641 | 15 | 3 | 10 | 7 |
| 247424552 | 13 | 4 | 11 | 6 |
| 245494451 | 15 | 4 | 10 | 9 |
| 251991723 | 16 | 5 | 8 | 8 |
| 251419161 | 17 | 9 | 9 | 10 |
| 256672749 | 19 | 6 | 9 | 10 |
| 261935572 | 17 | 6 | 10 | 8 |
| 273990507 | 15 | 5 | 9 | 8 |
| 280246416 | 13 | 7 | 7 | 6 |
| 285907662 | 14 | 9 | 6 | 7 |
| 294157799 | 13 | 7 | 7 | 8 |
| 302536632 | 15 | 4 | 6 | 10 |
| 322378630 | 16 | 4 | 6 | 7 |
| 308090197 | 14 | 4 | 7 | 6 |
| 307160179 | 21 | 6 | 11 | 9 |
| 312005973 | 22 | 9 | 8 | 7 |
| 307780794 | 17 | 13 | 6 | 7 |
| 312767158 | 18 | 5 | 9 | 10 |
| 315704986 | 21 | 5 | 8 | 8 |
| 322480264 | 23 | 5 | 7 | 7 |
| 325211114 | 21 | 5 | 7 | 9 |
| 336562968 | 19 | 5 | 6 | 8 |
| ⋮ | ⋮ | ⋮ | ⋮ | ⋮ |
| 1461023866 | 54 | 17 | 16 | 25 |
| 1566529670 | 58 | 25 | 14 | 38 |
| 1873167065 | 75 | 38 | 19 | 65 |
| 2097220269 | 80 | 56 | 19 | 100 |
| 2117864069 | 58 | 66 | 21 | 44 |
| 2184427231 | 47 | 38 | 21 | 47 |
| 2307772436 | 57 | 42 | 23 | 50 |
| 2382053021 | 46 | 53 | 16 | 31 |
| 2539199585 | 70 | 76 | 14 | 45 |
| 2662097003 | 58 | 74 | 15 | 52 |
| 2739907121 | 57 | 58 | 16 | 42 |
| 2775476404 | 52 | 36 | 18 | 39 |
| 2857946610 | 57 | 40 | 16 | 39 |
| 2950589658 | 51 | 40 | 14 | 35 |
| 2987390833 | 54 | 42 | 49 | 36 |
| 3131103033 | 50 | 54 | 37 | 34 |
| 3173757166 | 62 | 41 | 36 | 42 |
| 3250031541 | 46 | 24 | 30 | 30 |
| 3469728070 | 56 | 24 | 28 | 42 |
| 3672319062 | 51 | 26 | 28 | 40 |
| 3523242342 | 54 | 26 | 38 | 49 |
| 4180536954 | 100 | 35 | 46 | 56 |
| 4390129243 | 88 | 47 | 29 | 48 |
| 4545752925 | 76 | 27 | 36 | 38 |
| 4492359898 | 96 | 35 | 28 | 32 |
| 4565790908 | 83 | 29 | 100 | 40 |
| 4631462146 | 81 | 38 | 65 | 34 |
| 4757514054 | 94 | 45 | 49 | 35 |
| 4837221517 | 73 | 43 | 35 | 29 |
| 5049627766 | 65 | 30 | 33 | 26 |
require(GGally)
ggpairs(df_M1)
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
require(zoo)
M1_lag1dif <- diff(zoo(M1_data$M1),lag=1,differences = 1,na.pad = TRUE)
faiz_data_lag1dif <- diff(zoo(faiz_data$Amount),lag=1,differences = 1,na.pad = TRUE)
enflasyon_data_lag1_dif <- diff(zoo(enflasyon_data$Amount),lag=1,differences = 1,na.pad = TRUE)
df_M1_lag1 <- cbind(M1_lag1dif, faiz_data_lag1dif, enflasyon_data_lag1_dif, darphane_data$Amount, altın_data$Amount)
ggpairs(df_M1_lag1)
Zorunlu paket yükleniyor: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:data.table’:
yearmon, yearqtr
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing non-finite outside the scale range (`stat_density()`).”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing non-finite outside the scale range (`stat_density()`).”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing non-finite outside the scale range (`stat_density()`).”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message in ggally_statistic(data = data, mapping = mapping, na.rm = na.rm, :
“Removing 1 row that contained a missing value”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message:
“Removed 1 row containing missing values or values outside the scale range
(`geom_point()`).”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
tslm_M1_1 <- tslm(M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts + altın_ts)
tslm_M1_2 <- tslm(M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts)
tslm_M1_3 <- tslm(M1_ts ~ enflasyon_ts + darphane_ts)
summary(tslm_M1_1)
summary(tslm_M1_2)
summary(tslm_M1_3)
Call:
tslm(formula = M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts +
altın_ts)
Residuals:
Min 1Q Median 3Q Max
-2.101e+09 -3.856e+08 6.162e+07 1.962e+08 2.554e+09
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -613195874 127466409 -4.811 4.53e-06 ***
faiz_ts 11854213 4671710 2.537 0.0125 *
enflasyon_ts 23299524 5698982 4.088 8.00e-05 ***
darphane_ts 43165538 5579745 7.736 3.98e-12 ***
altın_ts 8265582 6046416 1.367 0.1742
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 662400000 on 117 degrees of freedom
Multiple R-squared: 0.75, Adjusted R-squared: 0.7414
F-statistic: 87.74 on 4 and 117 DF, p-value: < 2.2e-16
Call:
tslm(formula = M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts)
Residuals:
Min 1Q Median 3Q Max
-2.066e+09 -3.793e+08 6.262e+07 1.913e+08 2.470e+09
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -606002904 127825722 -4.741 6.00e-06 ***
faiz_ts 14144476 4376990 3.232 0.0016 **
enflasyon_ts 26342318 5265606 5.003 1.99e-06 ***
darphane_ts 44715340 5483430 8.155 4.25e-13 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 664800000 on 118 degrees of freedom
Multiple R-squared: 0.746, Adjusted R-squared: 0.7395
F-statistic: 115.5 on 3 and 118 DF, p-value: < 2.2e-16
Call:
tslm(formula = M1_ts ~ enflasyon_ts + darphane_ts)
Residuals:
Min 1Q Median 3Q Max
-2.502e+09 -2.761e+08 -3.878e+07 1.683e+08 2.571e+09
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -374645564 110016673 -3.405 0.000902 ***
enflasyon_ts 37138442 4228456 8.783 1.41e-14 ***
darphane_ts 52701533 5085463 10.363 < 2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 690700000 on 119 degrees of freedom
Multiple R-squared: 0.7235, Adjusted R-squared: 0.7189
F-statistic: 155.7 on 2 and 119 DF, p-value: < 2.2e-16
CV_data <- data.frame(rbind(CV(tslm_M1_1), CV(tslm_M1_2), CV(tslm_M1_3)))
CV_data
| CV | AIC | AICc | BIC | AdjR2 |
|---|---|---|---|---|
| <dbl> | <dbl> | <dbl> | <dbl> | <dbl> |
| 5.077549e+17 | 4962.855 | 4963.586 | 4979.679 | 0.7414411 |
| 4.935865e+17 | 4962.789 | 4963.306 | 4976.809 | 0.7395375 |
| 5.299412e+17 | 4971.134 | 4971.476 | 4982.350 | 0.7188692 |
autoplot(M1_ts, series = "Actual Data") +
autolayer(fitted(tslm_M1_1), series = "Model Result")
checkresiduals(tslm_M1_1)
checkresiduals(tslm_M1_2)
checkresiduals(tslm_M1_3)
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 91.051, df = 24, p-value = 9.651e-10
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 87.525, df = 24, p-value = 3.688e-09
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 80.951, df = 24, p-value = 4.289e-08
df_M1[,"Residuals"] <- as.numeric(residuals(tslm_M1_1))
ggplot(df_M1, aes(x = M1, y = Residuals)) + geom_point()
ggplot(df_M1, aes(x = fitted(tslm_M1_1), y = Residuals)) + geom_point()
Don't know how to automatically pick scale for object of type <ts>. Defaulting
to continuous.
Unemployment Rate Model:
autoplot(unemployment_rate_ts) + ggtitle("Unemployment Rate vs Time") + xlab("Year") + ylab("Unemployment Rate")
ggAcf(unemployment_rate_ts, lag.max = 120)
ggAcf(unemployment_rate_ts)
df_unemployment_rate <- cbind(unemployment_rate_data[,-1], iş_ilanları_data$Amount, enflasyon_data$Amount, işsizlik_sigortası_data$Amount, salgın_hastalık_data$Amount, işsizlik_data$Amount)
df_unemployment_rate
| Rate | iş_ilanları_data$Amount | enflasyon_data$Amount | işsizlik_sigortası_data$Amount | salgın_hastalık_data$Amount | işsizlik_data$Amount |
|---|---|---|---|---|---|
| <dbl> | <int> | <int> | <int> | <int> | <int> |
| 10.5 | 45 | 9 | 14 | 7 | 18 |
| 10.5 | 46 | 5 | 15 | 3 | 22 |
| 9.4 | 40 | 4 | 13 | 3 | 16 |
| 8.8 | 40 | 5 | 13 | 4 | 18 |
| 8.4 | 39 | 5 | 12 | 4 | 17 |
| 9.0 | 45 | 5 | 14 | 3 | 19 |
| 9.7 | 44 | 5 | 12 | 3 | 19 |
| 10.1 | 46 | 3 | 12 | 5 | 17 |
| 10.1 | 51 | 3 | 14 | 4 | 20 |
| 10.9 | 47 | 4 | 12 | 4 | 18 |
| 10.4 | 52 | 4 | 15 | 3 | 21 |
| 10.8 | 50 | 5 | 13 | 2 | 21 |
| 11.9 | 52 | 9 | 16 | 1 | 24 |
| 11.7 | 55 | 6 | 14 | 3 | 22 |
| 10.4 | 51 | 6 | 12 | 4 | 22 |
| 9.6 | 46 | 5 | 13 | 2 | 20 |
| 8.9 | 44 | 7 | 13 | 3 | 21 |
| 9.6 | 55 | 9 | 12 | 3 | 23 |
| 10.0 | 52 | 7 | 13 | 2 | 21 |
| 10.0 | 56 | 4 | 12 | 2 | 21 |
| 10.3 | 53 | 4 | 10 | 3 | 20 |
| 10.5 | 58 | 4 | 11 | 3 | 21 |
| 10.2 | 53 | 6 | 13 | 3 | 24 |
| 10.9 | 54 | 9 | 14 | 3 | 24 |
| 11.5 | 55 | 13 | 17 | 4 | 40 |
| 11.0 | 62 | 5 | 16 | 2 | 38 |
| 10.1 | 58 | 5 | 12 | 2 | 34 |
| 9.1 | 55 | 5 | 12 | 3 | 32 |
| 9.0 | 55 | 5 | 12 | 3 | 28 |
| 10.1 | 60 | 5 | 13 | 3 | 29 |
| ⋮ | ⋮ | ⋮ | ⋮ | ⋮ | ⋮ |
| 11.1 | 64 | 17 | 5 | 28 | 26 |
| 10.7 | 57 | 25 | 6 | 6 | 25 |
| 10.9 | 51 | 38 | 7 | 3 | 25 |
| 11.3 | 48 | 56 | 7 | 6 | 35 |
| 12.1 | 56 | 66 | 9 | 6 | 43 |
| 11.4 | 59 | 38 | 7 | 5 | 39 |
| 11.4 | 58 | 42 | 8 | 5 | 34 |
| 10.6 | 48 | 53 | 7 | 5 | 34 |
| 10.1 | 52 | 76 | 7 | 7 | 28 |
| 9.7 | 60 | 74 | 7 | 5 | 34 |
| 10.6 | 57 | 58 | 6 | 5 | 39 |
| 9.8 | 59 | 36 | 8 | 3 | 36 |
| 9.9 | 59 | 40 | 7 | 4 | 33 |
| 9.9 | 57 | 40 | 7 | 4 | 31 |
| 9.9 | 53 | 42 | 6 | 8 | 30 |
| 10.4 | 51 | 54 | 9 | 13 | 39 |
| 10.3 | 56 | 41 | 8 | 10 | 42 |
| 10.7 | 55 | 24 | 6 | 10 | 34 |
| 10.2 | 56 | 24 | 8 | 6 | 34 |
| 10.0 | 45 | 26 | 10 | 6 | 31 |
| 8.8 | 47 | 26 | 6 | 4 | 30 |
| 9.0 | 49 | 35 | 10 | 6 | 38 |
| 9.7 | 60 | 47 | 7 | 6 | 38 |
| 9.2 | 55 | 27 | 6 | 7 | 34 |
| 8.9 | 57 | 35 | 7 | 13 | 35 |
| 8.2 | 49 | 29 | 6 | 11 | 33 |
| 8.8 | 47 | 38 | 6 | 8 | 31 |
| 8.9 | 44 | 45 | 7 | 16 | 36 |
| 9.8 | 49 | 43 | 7 | 29 | 42 |
| 9.7 | 45 | 30 | 10 | 9 | 38 |
require(GGally)
ggpairs(df_unemployment_rate)
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'iş_ilanları_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_sigortası_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'salgın_hastalık_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <c5>” Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, : “conversion failure on 'işsizlik_data$Amount' in 'mbcsToSbcs': dot substituted for <9f>”
tslm_unemployment_rate_1 <- tslm(unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + salgın_hastalık_ts + işsizlik_sigortası_ts + işsizlik_ts)
tslm_unemployment_rate_2 <- tslm(unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + salgın_hastalık_ts + işsizlik_ts)
tslm_unemployment_rate_3 <- tslm(unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + işsizlik_ts)
summary(tslm_unemployment_rate_1)
summary(tslm_unemployment_rate_2)
summary(tslm_unemployment_rate_3)
Call:
tslm(formula = unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts +
salgın_hastalık_ts + işsizlik_sigortası_ts + işsizlik_ts)
Residuals:
Min 1Q Median 3Q Max
-2.17093 -0.80596 -0.08229 0.68503 3.06319
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.108889 0.667855 9.147 2.36e-15 ***
iş_ilanları_ts 0.063310 0.008408 7.530 1.20e-11 ***
enflasyon_ts -0.017956 0.008110 -2.214 0.028784 *
salgın_hastalık_ts 0.023155 0.011965 1.935 0.055392 .
işsizlik_sigortası_ts -0.016515 0.041892 -0.394 0.694140
işsizlik_ts 0.046211 0.013285 3.478 0.000711 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.124 on 116 degrees of freedom
Multiple R-squared: 0.5313, Adjusted R-squared: 0.5111
F-statistic: 26.3 on 5 and 116 DF, p-value: < 2.2e-16
Call:
tslm(formula = unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts +
salgın_hastalık_ts + işsizlik_ts)
Residuals:
Min 1Q Median 3Q Max
-2.1160 -0.8259 -0.1021 0.6669 3.1330
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.936762 0.503535 11.790 < 2e-16 ***
iş_ilanları_ts 0.063780 0.008293 7.691 5.04e-12 ***
enflasyon_ts -0.016136 0.006644 -2.429 0.016678 *
salgın_hastalık_ts 0.023802 0.011809 2.016 0.046132 *
işsizlik_ts 0.044248 0.012273 3.605 0.000459 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.12 on 117 degrees of freedom
Multiple R-squared: 0.5307, Adjusted R-squared: 0.5147
F-statistic: 33.08 on 4 and 117 DF, p-value: < 2.2e-16
Call:
tslm(formula = unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts +
işsizlik_ts)
Residuals:
Min 1Q Median 3Q Max
-2.0833 -0.8053 -0.0648 0.5990 3.1677
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.042571 0.507249 11.912 < 2e-16 ***
iş_ilanları_ts 0.057940 0.007871 7.361 2.66e-11 ***
enflasyon_ts -0.018134 0.006655 -2.725 0.00741 **
işsizlik_ts 0.058272 0.010241 5.690 9.40e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 1.134 on 118 degrees of freedom
Multiple R-squared: 0.5144, Adjusted R-squared: 0.5021
F-statistic: 41.67 on 3 and 118 DF, p-value: < 2.2e-16
CV_data <- data.frame(rbind(CV(tslm_unemployment_rate_1), CV(tslm_unemployment_rate_2), CV(tslm_unemployment_rate_3)))
CV_data
| CV | AIC | AICc | BIC | AdjR2 |
|---|---|---|---|---|
| <dbl> | <dbl> | <dbl> | <dbl> | <dbl> |
| 1.429387 | 36.29801 | 37.28046 | 55.92616 | 0.5111465 |
| 1.383645 | 34.46135 | 35.19178 | 51.28548 | 0.5146754 |
| 1.310680 | 36.62576 | 37.14300 | 50.64587 | 0.5020789 |
autoplot(unemployment_rate_ts, series = "Actual Data") +
autolayer(fitted(tslm_unemployment_rate_2), series = "Model Result")
checkresiduals(tslm_unemployment_rate_1)
checkresiduals(tslm_unemployment_rate_2)
checkresiduals(tslm_unemployment_rate_3)
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 86.587, df = 24, p-value = 5.253e-09
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 86.204, df = 24, p-value = 6.069e-09
Breusch-Godfrey test for serial correlation of order up to 24 data: Residuals from Linear regression model LM test = 86.535, df = 24, p-value = 5.358e-09
df_unemployment_rate[,"Residuals"] <- as.numeric(residuals(tslm_unemployment_rate_2))
ggplot(df_M1, aes(x = fitted(tslm_unemployment_rate_2), y = Residuals)) + geom_point()
Don't know how to automatically pick scale for object of type <ts>. Defaulting
to continuous.